The film, released by an anti-corruption group led by opposition leader Alexei Navalny, claimed that Chaika's sons benefited from his position and that they had ties to the underworld. Chaika has rejected the accusations.

"When you realise that it's not fiction, but something that surrounds you, it gives you shivers," Tolokonnikova told Dozhd. "We felt the need to react."

She added that she hopes that the clip will encourage more people to watch the documentary.

In the video, the band members play prosecutors beating and torturing hooded prisoners, while the lyrics go: "We'll find nice jobs in prison for anyone who's too smart."

Tolokonnikova and two other Pussy Riot members were detained in 2012 for staging a protest in one of Moscow's largest cathedrals. Tolokonnikova and Maria Alekhina were convicted of extremism, but were released several months short of their two-year sentence in December 2013.